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Multilevel least-change Newton-like methods for equality constrained optimization problems
Authors:S M Grzegórski
Institution:(1) Numerical Analysis Department, Marie Curie-Sklodowska University, 20-031 Lublin, Poland
Abstract:This paper deals with the application of multilevel least-change Newton-like methods for solving twice continuously differentiable equality constrained optimization problems. We define multilevel partial-inverse least-change updates, multilevel least-change Newton-like methods without derivatives and multilevel projections of fragments of the matrix for Newton-like methods without derivatives. Local andq-superlinear convergence of these methods is proved. The theorems here also imply local andq-superlinear convergence of many standard Newton-like methods for nonconstrained and equality constraine optimization problems.
Keywords:Nonlinear programming  augmented Lagrangian method  Newton-like methods  least-change updates  multilevel orthogonal projections            q-superlinear convergence
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